Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.99% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 301'000 CHF | 101'333 CHF | 99.19% | 99.19% |
12.07.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 313'485 CHF | 105'495 CHF | 99.27% | 99.27% |
11.07.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 315'077 CHF | 106'026 CHF | 99.23% | 99.23% |
10.07.2024 | 1.03% | 1.01 CHF | 1.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 290'966 CHF | 97'989 CHF | 99.24% | 99.24% |
09.07.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 281'300 CHF | 94'767 CHF | 99.23% | 99.23% |
08.07.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 286'316 CHF | 96'439 CHF | 99.23% | 99.23% |
05.07.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 267'829 CHF | 90'276 CHF | 99.23% | 99.23% |
04.07.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 261'395 CHF | 88'132 CHF | 99.23% | 99.23% |
03.07.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 258'011 CHF | 87'004 CHF | 99.23% | 99.23% |
02.07.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 265'977 CHF | 89'659 CHF | 99.24% | 99.24% |